Kumar, KS and Ghosh, MK (1997) Zero-sum stochastic differential games with reflecting diffusions. In: Computational and Applied Mathematics, 16 (3). pp. 237-246.
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We study zero-sum stochastic differential games in a bounded domain with reflecting boundary condition. We consider two payoff criteria: discounted and average. We establish optimal strategies for both players and characterize these strategies
| Item Type: | Journal Article |
|---|---|
| Publication: | Computational and Applied Mathematics |
| Publisher: | Sociedade Brasileira de Matemática Aplicada e Computacional |
| Additional Information: | Copyright of this article belongs to Sociedade Brasileira de Matemática Aplicada e Computacional. |
| Department/Centre: | Division of Physical & Mathematical Sciences > Mathematics |
| Date Deposited: | 25 May 2007 |
| Last Modified: | 02 Dec 2010 11:27 |
| URI: | http://eprints.iisc.ac.in/id/eprint/10058 |
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